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Mostrati risultati da 41 a 60 di 93
Titolo Data di pubblicazione Autore(i) File
Credit risk in pure jump structural models 2006 E. LUCIANO; F. FIORANI
Copulas and dependence models in credit risk: diffusions versus jumps 2006 E. LUCIANO
A multivariate jump-driven financial asset model 2006 E. LUCIANO; W. SCHOUTENS
Calibrating risk-neutral default correlation 2007 E. LUCIANO
Single and joint default in a structural model with purely discontinuous assets 2007 E. LUCIANO; F. FIORANI; P. SEMERARO
Bank Efficiency and Banking Sector Development: the Case of Italy. 2007 E. LUCIANO; L. REGIS
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators 2007 E. LUCIANO; P. SEMERARO
Generalized normal mean variance mixture and subordinated Brownian motion. 2007 E. LUCIANO; P. SEMERARO
Modelling stochastic mortality for dependent lives 2008 Elisa Luciano; Jaap Spreeuw; Elena Vigna
Copula-based default dependence modelling: where do we stand? 2008 E. LUCIANO
Leverage and value creation in holding subsidiary structures 2008 E. LUCIANO; G. NICODANO
Mortality risk via affine stochastic intensities: calibration and empirical relevance 2008 Elisa Luciano; Elena Vigna
Ownership links, leverage and credit risk 2008 E. LUCIANO; G. NICODANO
Spark spread options when commodity prices are represented as time changed Brownian Motions 2008 E. LUCIANO
Credit risk and rating assignments with parent-subsidiary links 2009 Elisa Luciano; Giovanna Nicodano
Multivariate Time Changes for Lévy Asset Models: characterization and calibration 2010 Elisa Luciano; Patrizia Semeraro
Multivariate variance gamma and gaussian dependence: a study with copulas 2010 E. Luciano; P. Semeraro
Single and joint default in a structural model with purely discontinuous asset prices 2010 Filippo Fiorani; Elisa Luciano; Patrizia Semeraro
Cross generational comparison of stochastic mortality of coupled lives 2010 Elisa Luciano; Jaap Spreeuw; Elena Vigna
Calcolo finanziario. Temi di base e temi moderni. 2010 Mauro D' Amico; Elisa Luciano; Lorenzo Peccati
Mostrati risultati da 41 a 60 di 93
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